CBOE Mid-Day Update 4.30.15

TASER (TASR) is recently up $2.60 to $30.71 on better than expected Q1 results, primarily driven by increased TASER X26P and TASER X2 Smart Weapon sales. May call option implied volatility is at 45, June is at 41, September is at 43; compared to its 26-week average of 53.

WWE (WWE) is recently down 55c to $13.81 after the entertainment company reported Q1 EPS 13c, compared to consensus 2c. May call option implied volatility is at 41, June is at 40, July is at 37; compared to its 26-week average of 43.

Baidu (BIDU) is recently down $14.23 to $204.77 as profit fell on flat online marketing customer growth. May call option implied volatility is at 28, June is at 26, September is at 27; compared to its 26-week average of 32.

CBOE Russell 2000 Volatility Index (RVX) up 5.3% to 19.29, compared to its 50-day moving average of 16.94. www.cboe.com/RVX

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